When turning something that needs milling as well, I often set up to turn it and mostly part it off. Leave like a 1mm to 2mm wall holding the part to the bar. Then do the drilling and milling I can. Set it back up and part it off most of the way, leaving about 0.05mm wall. Then I get a chisel and cut the part off. In this case it has knarly bits on it, so is unsafe to have come off. If it is solid I saw off the last 5mm or so depending on its size ofcourse.
If the parts are finished, then I use AL packers to not mark the workpiece. If it has material to be removed latter, I just clamp directly on the sides. I find it is often just easier to have a precise hole, and then make the outside true to that hole, than to make the hole precise and in the correct position.
Sometimes you just have to get the holes precise and in the correct position, but I like to do things the easiest way possible with the gear I have access to at the time.
Neil